{"title":"SPORTSBET:一个定量评估和执行投注交易所交易策略的工具","authors":"P. Tsirimpas, W. Knottenbelt","doi":"10.1109/QEST.2011.30","DOIUrl":null,"url":null,"abstract":"Betting exchange markets, which offer person-to-person betting, have attracted increasing interest due to their similarities with financial markets and their growing economic importance. This paper presents SPORTSBET, an event-driven tool for the quantitative evaluation of betting exchange trading strategies. It was developed to specify, execute and back-test parameterised betting strategies for a wide range of sports. SPORTSBET allows the definition of betting strategies in an extended version of the UrbiScript language as sets of concurrent processes which make use of event-calculus-like operators. Strategy performance is quantified by synchronizing multiple real time or historical data streams with a dynamic market reconstruction.","PeriodicalId":252235,"journal":{"name":"2011 Eighth International Conference on Quantitative Evaluation of SysTems","volume":"14 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"SPORTSBET: A Tool for the Quantitative Evaluation and Execution of Betting Exchange Trading Strategies\",\"authors\":\"P. Tsirimpas, W. Knottenbelt\",\"doi\":\"10.1109/QEST.2011.30\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Betting exchange markets, which offer person-to-person betting, have attracted increasing interest due to their similarities with financial markets and their growing economic importance. This paper presents SPORTSBET, an event-driven tool for the quantitative evaluation of betting exchange trading strategies. It was developed to specify, execute and back-test parameterised betting strategies for a wide range of sports. SPORTSBET allows the definition of betting strategies in an extended version of the UrbiScript language as sets of concurrent processes which make use of event-calculus-like operators. Strategy performance is quantified by synchronizing multiple real time or historical data streams with a dynamic market reconstruction.\",\"PeriodicalId\":252235,\"journal\":{\"name\":\"2011 Eighth International Conference on Quantitative Evaluation of SysTems\",\"volume\":\"14 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-09-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2011 Eighth International Conference on Quantitative Evaluation of SysTems\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/QEST.2011.30\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 Eighth International Conference on Quantitative Evaluation of SysTems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/QEST.2011.30","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
SPORTSBET: A Tool for the Quantitative Evaluation and Execution of Betting Exchange Trading Strategies
Betting exchange markets, which offer person-to-person betting, have attracted increasing interest due to their similarities with financial markets and their growing economic importance. This paper presents SPORTSBET, an event-driven tool for the quantitative evaluation of betting exchange trading strategies. It was developed to specify, execute and back-test parameterised betting strategies for a wide range of sports. SPORTSBET allows the definition of betting strategies in an extended version of the UrbiScript language as sets of concurrent processes which make use of event-calculus-like operators. Strategy performance is quantified by synchronizing multiple real time or historical data streams with a dynamic market reconstruction.
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